+61.9%
LIN vs PBR
+502.9%
-441.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -2.1% | +8.6% | -10.7% | -2.9% |
| 30D | -2.4% | +12.8% | -15.2% | -3.6% |
| 3M | -5.6% | +14.7% | -20.3% | -7.0% |
| 6M | -3.4% | +25.2% | -28.6% | -6.0% |
| YTD | +13.1% | +77.1% | -64.0% | +5.9% |
| 1Y | +2.5% | +69.6% | -67.1% | -3.7% |
| 3Y | +27.6% | +95.6% | -68.0% | +17.0% |
| All | +61.9% | +502.9% | -441.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling